RegARIMA Automatic Model Selection
/*--------------------------------------------------------------
SAS Sample Library
Name: x13ex04.sas
Description: Example program from SAS/ETS User's Guide,
The X13 Procedure
Title: RegARIMA Automatic Model Selection
Product: SAS/ETS Software
Keys: seasonal adjustment of time series
PROC: X13
Notes:
--------------------------------------------------------------*/
data sales;
set sashelp.air;
sales = air;
date = intnx( 'month', '01sep78'd, _n_-1 );
format date monyy.;
run;
title 'TRAMO Automatic Model Identification';
ods select UnitRootTestModel
UnitRootTest
AutoChoiceModel
Best5Model
AutomaticModelChoice
InitialModelChoice
FinalModelChecks
FinalModelChoice
AutomdlNote;
proc x13 data=sales date=date;
var sales;
transform function=log;
regression predefined=td;
automdl maxorder=(1,1)
print=all;
estimate;
x11;
output out=out a1 a2 a6 b1 c17 c20 d1 d7 d8 d9 d10
d11 d12 d13 d16 d18;
run;
proc print data=out(obs=21);
title 'Output Variables Related to Trading Day Regression';
run;